The Small Ball Asymptotics in Hilbert Norm for the Kac--Kiefer--Wolfowitz Processes

DOI10.1137/S0040585X97T987752zbMath1347.60038OpenAlexW2519873852MaRDI QIDQ2821766

Yu. P. Petrova, Alexander I. Nazarov

Publication date: 23 September 2016

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t987752

zbMATH Keywords

Gaussian processesspectral asymptoticsslowly varying functionsintegral-differential operatorssmall ball asymptotics

Mathematics Subject Classification ID

Gaussian processes (60G15) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Integro-differential operators (47G20) (L^p)-limit theorems (60F25)

Related Items (6)

On small deviation asymptotics in \(L_2\) of some mixed Gaussian processes ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ \(L_2\)-small ball asymptotics for a family of finite-dimensional perturbations of Gaussian functions ⋮ On spectral asymptotics for a family of finite-dimensional perturbations of operators of trace class ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables ⋮ Spectral asymptotics for a class of integro-differential equations arising in the theory of fractional Gaussian processes

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